/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System;
using System.Collections.Generic;
using System.Linq;
using Newtonsoft.Json;
using Newtonsoft.Json.Linq;
namespace QuantConnect.Report
{
///
/// Removes null values in the object's x,y values so that
/// deserialization can occur without exceptions.
///
/// Result type to deserialize into
public class NullResultValueTypeJsonConverter : JsonConverter
where T : Result
{
private JsonSerializerSettings _settings;
///
/// Initialize a new instance of
///
public NullResultValueTypeJsonConverter()
{
_settings = new JsonSerializerSettings
{
Converters = new List { new OrderTypeNormalizingJsonConverter() },
FloatParseHandling = FloatParseHandling.Decimal
};
}
///
/// Determine if this converter can convert a given type
///
/// Object type to convert
/// Always true
public override bool CanConvert(Type objectType)
{
return objectType.IsAssignableTo(typeof(T));
}
///
/// Read Json for conversion
///
/// Resulting object
public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
{
var token = JToken.ReadFrom(reader);
if (token.Type == JTokenType.Null)
{
return null;
}
foreach (JProperty property in GetProperty(token, "Charts").Children())
{
foreach (JProperty seriesProperty in GetProperty(property.Value, "Series"))
{
var newValues = new List();
foreach (var entry in GetProperty(seriesProperty.Value, "Values"))
{
if (entry is JObject jobj &&
(jobj["x"] == null || jobj["x"].Value() == null ||
jobj["y"] == null || jobj["y"].Value() == null))
{
// null chart point
continue;
}
if (entry is JArray jArray && jArray.Any(jToken => jToken.Type == JTokenType.Null))
{
// null candlestick
continue;
}
newValues.Add(entry);
}
var chart = GetProperty(token, "Charts")[property.Name];
var series = GetProperty(chart, "Series")[seriesProperty.Name];
if (series["Values"] != null)
{
series["Values"] = JArray.FromObject(newValues);
}
else if (series["values"] != null)
{
series["values"] = JArray.FromObject(newValues);
}
}
}
// Deserialize with OrderJsonConverter, otherwise it will fail. We convert the token back
// to its JSON representation and use the `JsonConvert.DeserializeObject(...)` method instead
// of using `token.ToObject()` since it can be provided a JsonConverter in its arguments.
return JsonConvert.DeserializeObject(token.ToString(), _settings);
}
///
/// Write Json; Not implemented
///
public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
{
throw new NotImplementedException();
}
private static JToken GetProperty(JToken jToken, string name)
{
return jToken[name] ?? jToken[name.ToLower()];
}
}
}